+45.6%
PRU vs VSXY
+21.5%
+24.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.0% | -2.7% |
| 7D | +1.9% | -6.8% | +8.7% | +2.6% |
| 30D | -0.4% | -20.4% | +19.9% | +2.2% |
| 3M | +16.4% | +2.9% | +13.5% | +15.2% |
| 6M | +26.0% | +67.9% | -41.9% | +14.4% |
| YTD | +9.9% | +44.9% | -35.0% | +1.3% |
| 1Y | +18.8% | +205.9% | -187.2% | -3.3% |
| 3Y | +45.3% | +373.9% | -328.5% | +0.1% |
| 5Y | +45.6% | +23.5% | +22.1% | +26.6% |
| All | +45.6% | +21.5% | +24.1% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling